+153.5%
EXPE vs IAG
+797.8%
-644.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.8% | -6.1% | -7.8% |
| 7D | -9.8% | +4.3% | -14.0% | -10.0% |
| 30D | -11.5% | +9.8% | -21.3% | -12.1% |
| 3M | +21.7% | +28.9% | -7.2% | +19.2% |
| 6M | +10.4% | -7.6% | +18.0% | +10.5% |
| YTD | -2.5% | +22.0% | -24.5% | -6.1% |
| 1Y | +27.3% | +99.5% | -72.2% | +14.9% |
| 3Y | +153.5% | +818.3% | -664.8% | +89.9% |
| All | +153.5% | +797.8% | -644.3% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling